Tibor (3) Linux Manual Page

QuantLib::Tibor – JPY TIBOR index

Synopsis

#include <ql/indexes/ibor/tibor.hpp>

Inherits QuantLib::IborIndex.

Public Member Functions

Tibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())

Detailed Description

JPY TIBOR index

Tokyo Interbank Offered Rate.

Warning

This is the rate fixed in Tokio by JBA. Use JPYLibor if you’re interested in the London fixing by BBA.

Possible enhancements

check settlement days and end-of-month adjustment.

Author

Generated automatically by Doxygen for QuantLib from the source code.